ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 21-Dec-2023

Day Change Summary
	Previous	Current
	20-Dec-2023	21-Dec-2023	Change	Change %	Previous Week
Open	112-120	112-305	0-185	0.5%	110-095
High	112-315	113-045	0-050	0.1%	112-280
Low	112-110	112-185	0-075	0.2%	109-315
Close	112-250	112-215	-0-035	-0.1%	112-130
Range	0-205	0-180	-0-025	-12.2%	2-285
ATR	0-241	0-236	-0-004	-1.8%	0-000
Volume	1,444,999	1,454,535	9,536	0.7%	10,707,252

Daily Pivots for day following 21-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-155	114-045	112-314
R3	113-295	113-185	112-264
R2	113-115	113-115	112-248
R1	113-005	113-005	112-232	112-290
PP	112-255	112-255	112-255	112-238
S1	112-145	112-145	112-198	112-110
S2	112-075	112-075	112-182
S3	111-215	111-285	112-166
S4	111-035	111-105	112-116

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-137	119-098	113-319
R3	117-172	116-133	113-064
R2	114-207	114-207	112-300
R1	113-168	113-168	112-215	114-028
PP	111-242	111-242	111-242	112-011
S1	110-203	110-203	112-045	111-062
S2	108-277	108-277	111-280
S3	105-312	107-238	111-196
S4	103-027	104-273	110-261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-045	112-040	1-005	0.9%	0-173	0.5%	54%	True	False	1,415,641
10	113-045	109-315	3-050	2.8%	0-236	0.7%	85%	True	False	1,800,508
20	113-045	108-185	4-180	4.0%	0-236	0.7%	90%	True	False	2,050,079
40	113-045	105-265	7-100	6.5%	0-243	0.7%	94%	True	False	1,136,233
60	113-045	105-215	7-150	6.6%	0-245	0.7%	94%	True	False	757,624
80	113-045	105-215	7-150	6.6%	0-214	0.6%	94%	True	False	568,227
100	113-045	105-215	7-150	6.6%	0-175	0.5%	94%	True	False	454,582
120	114-100	105-215	8-205	7.7%	0-150	0.4%	81%	False	False	378,818

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-170
2.618	114-196
1.618	114-016
1.000	113-225
0.618	113-156
HIGH	113-045
0.618	112-296
0.500	112-275
0.382	112-254
LOW	112-185
0.618	112-074
1.000	112-005
1.618	111-214
2.618	111-034
4.250	110-060

Fisher Pivots for day following 21-Dec-2023
Pivot	1 day	3 day
R1	112-275	112-222
PP	112-255	112-220
S1	112-235	112-218

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols